Hi and welcome to YT!
Dander generally isn't a big problem with yorkies, so it could be the products you're using are drying out her coat. Unless you are growing her coat completely out you shouldn't need to oil her hair. I use coconut oil but am using it in my dogs food for it's many health benefits, although I've heard of some using it on coats. How often are you brushing her now? Also, always use a coat conditioner (can be watered down hair conditioner) sprayed on before brushing...never brush a dry coat.
What are you currently feeding her? A good quality food is necessary for healthy hair, just like good nutrition for people is required to have healthy hair.
With hair care products people have their favorites for different reasons. You'll find numerous recommendations for products here. If you can, get samples of products you see and hear about. At least then, if you don't care for the product, you're not stuck with lots of half used big bottles.
Currently I'm using Iv San Bernard products and have been thrilled with the results on my yorkies and other dogs. Here is a recent thread with other reviews:
http://www.yorkietalk.com/forums/yor...-jencar98.html